Predicting energy futures high-frequency volatility using technical indicators : the role of interaction
Xue Gong, Xin Ye, Weiguo Zhang, Yue Zhang
| Year of publication: |
2023
|
|---|---|
| Authors: | Gong, Xue ; Ye, Xin ; Zhang, Weiguo ; Zhang, Yue |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 119.2023, p. 1-19
|
| Subject: | Conditional sure independence screening (CSIS) | Futures volatility prediction | High-frequency data | Interaction | Technical indicator | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Wirtschaftsindikator | Economic indicator |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.106533 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014280143